Numerical Methods For Optimal Control Based Schemes For Volatility Calibration And Algorithmic Tradings

Deepak Kumar. Numerical Methods For Optimal Control Based Schemes For Volatility Calibration And Algorithmic Tradings. In Tadeusz Burczynski, Joanna Kolodziej, Aleksander Byrski, Marco Carvalho, editors, 25th European Conference on Modelling and Simulation, ECMS 2011, Krakow, Poland, June 7-10, 2011. pages 289-295, European Council for Modeling and Simulation, 2011. [doi]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.